+10.8%
HD vs CL
+28.4%
-17.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.5% |
| 7D | -2.1% | -2.2% | +0.1% | -1.2% |
| 30D | -8.4% | -4.8% | -3.6% | -6.5% |
| 3M | +4.3% | +4.9% | -0.6% | +2.0% |
| 6M | -11.1% | -5.7% | -5.4% | -9.3% |
| YTD | -4.7% | +14.4% | -19.1% | -10.1% |
| 1Y | -19.8% | +8.7% | -28.6% | -22.9% |
| 3Y | +4.1% | +30.0% | -25.9% | -9.7% |
| All | +10.8% | +28.4% | -17.6% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling